Kalman Filter—Finite Element Method in Identification

The extended Kalman filter, which is essentially a method of sequential least-squares estimation, has been applied not only for dynamic parameter identification but also for static or dynamic system identification problems. In order to obtain the stable and convergent estimation in dynamic or static parameter identification problems, an extended Kalman filter-weighted local iteration procedure with an objective function (EK-WLI procedure) is previously proposed by writers. This paper investigates the procedure in geotechnical engineering problems, where the EK-WLI procedure is incorporated with the finite element method in order to identify unknown parameters. For the effectiveness of this proposed procedure, parameter identification problems are numerically analyzed for an elastic plain strain field represented by finite element models under several conditions. And numerical examples show the usefulness of this method in parameter identification of a plain strain field.

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